| Metric | 11383855:btcusd:triple_med_gx:lsma105_75 | 11383855:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 10.14% | 61.52% |
| Max Drawdown | -14.71% | -29.51% |
| Sharpe | 0.36 | 0.59 |
| Sortino | 0.54 | 0.86 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 2.2 | 1.07 |
| CPC Index | 0.67 | 0.62 |
| Tail Ratio | 1.85 | 0.97 |
| Outlier Win Ratio | 53.17 | 2.82 |
| Outlier Loss Ratio | 3.2 | 2.72 |
| Volatility (ann.) | 7.32% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.67 | 2.02 |
| Skew | 0.71 | 0.21 |
| Kurtosis | 57.57 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.75% | 3.76% |
| Expected Yearly % | 4.95% | 27.09% |
| Kelly Criterion | 5.3% | 7.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.13% |
| Expected Shortfall (cVaR) | -0.62% | -2.13% |
| Year | 11383855:BTCUSD | 11383855:btcusd:triple_med_gx:lsma105_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 17.63 | 0.46 | - |
| 2025 | 17.02 | -6.37 | -0.37 | - |
| Metric | 11383855:btcusd:triple_med_gx:lsma105_75 | 11383855:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.82% | 31.76% |
| 6M | -13.23% | 12.25% |
| YTD | -6.37% | 17.02% |
| 1Y | 10.14% | 57.19% |
| 3Y (ann.) | 9.86% | 59.47% |
| 5Y (ann.) | 9.86% | 59.47% |
| Metric | 11383855:btcusd:triple_med_gx:lsma105_75 | 11383855:BTCUSD |
|---|---|---|
| Max Drawdown | -14.71% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -2.89% | -4.82% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | 0.69 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -14.71 | 175 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-18 | 2024-08-20 | -2.88 | 1 |
| 2024-08-22 | 2024-09-17 | -2.68 | 26 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-10-18 | -1.23 | 28 |
| 2024-10-18 | 2024-11-10 | -0.94 | 22 |
| 2024-11-12 | 2024-12-17 | -0.69 | 35 |
| 2024-10-18 | 2024-10-18 | -0.45 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11383855:btcusd:triple_med_gx:lsma105_75 | 11383855:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 15.35% | 18.93% |
| Worst Week | -7.33% | -12.33% |
| Best Month | 15.32% | 37.42% |
| Worst Month | -7.33% | -17.69% |
| Best Year | 17.63% | 38.02% |
| Worst Year | -6.37% | 17.02% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 5.21% | 8.58% |
| Avg. Down Week | -4.02% | -3.28% |
| Avg. Up Month | 6.15% | 17.44% |
| Avg. Down Month | -4.92% | -2.66% |
| Win Days % | 50.0% | 51.9% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 46.67% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |